+55.5%
CIFR vs HIMS
-45.1%
+100.6%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -1.6% | -4.0% | -5.2% |
| 7D | -8.2% | -1.4% | -6.9% | -7.8% |
| 30D | -7.4% | -10.1% | +2.7% | -4.6% |
| 3M | -24.2% | -1.2% | -22.9% | -24.1% |
| 6M | +14.2% | +16.9% | -2.7% | +7.4% |
| YTD | +8.0% | -15.5% | +23.5% | +18.4% |
| 1Y | +55.5% | -42.6% | +98.1% | +109.5% |
| All | +55.5% | -45.1% | +100.6% | +109.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HIMS.
Daily Out/Under-Performance
Portfolio return minus HIMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIMS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded HIMS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling